We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U ….S. banking industry. We employ a frequency decomposition of volatility spillovers to draw conclusions about system-wide risk … the public, long-term systemic risk among banks tends to increase. In contrast, a settlement with regulatory authorities …

We study the relation between country financial connectedness and systemic risk for U.S. banking organizations with … globally connected financial markets contribute more to U.S. systemic risk. These adverse effects are amplified by systemically … risk transmission, risk spillovers to the U.S. from foreign financial crises are magnified when the countries in crisis are …

We measure systemic risk in the network of financial market infrastructures (FMIs) as the probability that two or more … FMIs have a large credit risk exposure to the same FMI participant. We construct indicators of credit risk exposures in … differences in the contribution to systemic risk across participants. We also find that when participants are in financial …

Prinzipien gelenkt, wie in Zukunft das Risikomanagement, die interne Banksteuerung und die Bankenaufsicht reformiert und auf die … Finanzkrise vorgeschlagen oder bereits politisch umgesetzt worden sind. …

systemic risk. Equity capital acts as a buffer against losses, and reduces incentives for excessive risk taking. Basel capital … lower capital requirements resulting in excessive risk taking. Furthermore, the bank and the CDS seller (insurer) prefer … high correlation in their returns and jointly shift the risk to the regulator. CDS can be traded at a price higher than its …

countries with high domestic crisis risk enable contagion to the home economy. This asset-side channel opposes traditional views … that policy makers can significantly enhance current early warning models by incorporating exposure-based risk from cross …

euro debt crisis era, focuses on addressing the co-movement of credit risk measured by Credit Default Swap (CDS) spreads in …